On a CRD, you will notice a difference in MPG with cold diesel fuel. The ECM will adjust the timing and fueling based on fuel temp, using the temp sensor in the fuel filter assembly. If you drive it long enough for the return fuel from the engine to warm up the fuel in the tank, you'll see the MPG come back up.
There's a "Goldilocks" fuel temp range the ECM likes to see, from around 60 to 70 F, up to about 100 to 120 F. Too cold, the ECM monkeys with the timing and fueling. Too hot, same story.
Few years back over on LOST, one gent was driving in particularly hot weather and was down to around 1/4 tank. His CRD went into limp mode because the fuel in the tank got too hot - the setpoint is up around 170 F!!!
There's quite a bit of heat added to the tank by the return fuel from the engine. One time I did an experiment on mine. Mid 90's F, full tank of diesel, did a 20 mile drive, measured temps before and after with an infared thermometer. Tank was at ambient before, 15 F above ambient when I stopped - in just 20 miles of driving, the return fuel had added enough heat to raise the temp of 20 gallons of diesel by 15 F. I took a page from the Duramax crowd and added a fuel cooler in the return line.
Conversely, on a a return trip from Texas one bitterly cold New Years - temps in the teens and 20's - my fuel mileage dropped into the low to mid 20's on the interstate. Suddenly it dawned on me I'd forgotten to cover over the fuel cooler. Tystrapped a couple pieces of cardboard over it, and once the return fuel had warmed up the tank sufficiently, my MPG zoomed back up to 30 plus.